Trading System ComponentsIn the last article, I discussed best practices for developing trading software, such as using events, data storage, or separate configurations. This time, let's delve into the strategic part, specifically how to organize it effectively from an archi...Jul 27, 2024 · 3 min readjunglesven.hashnode.dev
Simple Yet Effective Architecture Patterns for Algorithmic TradingIn this thread, I'll show you how to develop trading software that is easy to maintain and update, while making it simple to collect statistics and track bugs. 1/ Events-Driven Architecture At the core of this architecture are EVENTS. Every significa...Jul 17, 2024 · 3 min readjunglesven.hashnode.dev
Using Standard Deviation for Signals and SpreadsI'll show you how to use standard deviation to attempt to predict price reversals. As a bonus, we'll measure volatility ranges to place orders at optimal distances from the mean price. Signals We'll try to predict price reversals from peak values to...Sep 14, 2023 · 1 min readjunglesven.hashnode.dev
Classification of Market Regimes Using Standard DeviationUnderstanding what's currently happening in the market is crucial to make informed decisions. The concept of market regimes helps us gain insight into this. In broad terms, the market can be bullish, bearish, or range-bound. Professionals identify ov...Sep 4, 2023 · 2 min readjunglesven.hashnode.dev
Calculate price stationarity for dYdX exchange.Stationarity helps us to understand what strategies suit a market statistically. Stationarity shows how often prices revert to mean value. If stationarity is high, we can trade mean-revert strategies. If it is low - trending systems work better. I wi...Aug 22, 2023 · 2 min readjunglesven.hashnode.dev